G. P. Brinson and N. Falcher in “Measuring non-U.S. equity portfolio performance,” Journal of Portfolio Management, Spring 1985, pp. 73-76. |
David R. Carino, “Combining attribution effects over time,” Journal of Portfolio Measurement, Summer 1999, v. 3. n. 4, pp. 5-14. |
E. Fama and K. French, “Common risk factors in the returns on stocks and bonds,” Journal of Financial Economics, v. 33, n. 1. 1993, pp. 3-56. |
B. Feldman, “The Powerpoint,” manuscript, 1998, 9th International Conference on Game Theory, Stony Brook. |
B. Feldman, “The proportional value of a cooperative game,” manuscript, 9th and 10th Stony Brook Game Theory conferences, Jul. 1998 and 1999. |
D. A. Harville, “Decomposition of prediction error,” Journal of the American Statistical Association, v. 80 n. 389, 1985, pp. 132-138. |
R. G. Myerson, “Coalitions in cooperative games,” Chapter 9 in Game Theory: Analysis of Conflict, Cambridge: Harvard University Press, 1992, pp. 417-482. |
K. M. Ortmann, “The proportional value of a positive cooperative game,” Mathematical Methods of Operations Research, v. 51, 2000, pp. 235-248. |
H. Pesaran and Y. Shin, “Generalized impulse response analysis in linear multivariate models,” Economics Letters, v. 58, 1998, pp. 17-29. |
S. Ross “The arbitrage theory of capital asset pricing,” Journal of Economic Theory, v. 13, 1976, pp. 341-360. |
L. M. Ruiz, F. Valenciano, and J.M. Zarzuelo, “The family of least square values for transferable utility games,” Games and Economic Behavior, v. 24, 1998, 109-130. |
L. S. Shapley, “Additive and non-additive set functions,” Ph.D. Thesis, Princeton University, 1953. |
W. F. Sharpe, “Asset allocation: Management style and performance measurement,” Journal of Portfolio Management, Winter 1992, pp. 7-19. |
C. Sims, “Macroeconomics and reality,” Econometrica, v. 48, 1980, pp. 1-48. |
N. N. Vorob'ev and A. N. Liapounov, “The proper Shapley value,” in Game Theory and Applications IV, L. A. Petrosjan and V. V. Mazalov, eds., Comack, NY: Nova Science Publishers, pp. 155-159. |
R. O. Wilson, “Information, efficiency, and the core of an economy,” Econometrica, v. 46, 1978, pp. 807-816. |
H. P. Young, ed., Cost Allocation: Methods, Principles, Applications, New York: North Holland, 1985. |
1. Bring, Johan, (1996): “A geometric approach to compare variables in a regression model,” The American Statistician, v. 50, n. 1. |
2. Chevan, Albert and Michael Sutherland (1991): “Hierarchical Partitioning, ”The American Statistician, v. 45, n. 2. |
3. Kruskal, William (1987): “Concepts of relative importance,” The American Statistician, v. 31, n. 1. |
4. Lindeman, Richard H., Peter F. Merenda, and Ruth Z. Gold (1980): Introduction to Bivariate and Multivariate Analysis, Scott, Foresman, and Company, Glenview, Illinois. ISBN 0-673-15099-2. |